coef.cv.rq.group.pen

Coefficients from a cv.rq.group.pen object

internal

Performs penalized quantile regression with LASSO, elastic net, SCAD and MCP penalty functions including group penalties. In addition, offers a group penalty that provides consistent variable selection across quantiles. Provides a function that automatically generates lambdas and evaluates different models with cross validation or BIC, including a large p version of BIC. Below URL provides a link to a work in progress vignette.

Ben Sherwood

rqPen

Penalized Quantile Regression

Shaobo Li

Adam Maidman

coef.cv.rq.group.pen function

<dl><dt>object</dt>
<dd>A cv.rq.group.pen object.</dd>
<dt>lambda</dt>
<dd>The lambda value, default is to use the one associated with the minimum cv error.</dd>
<dt>...</dt>
<dd>Additional parameters.</dd></dl>

Arguments

Coefficients from a cv.rq.group.pen object — coef.cv.rq.group.pen

<dl>

<dt>object</dt>
<dd>A cv.rq.group.pen object.</dd>


<dt>lambda</dt>
<dd>The lambda value, default is to use the one associated with the minimum cv error.</dd>


<dt>...</dt>
<dd>Additional parameters.</dd>

</dl>

coef.cv.rq.group.pen: Coefficients from a cv.rq.group.pen object

Description

Usage

Value

Arguments